Characteristic Equations

For second-order differental equations with linear constant coefficients, we can try the solution \(y = e^{kt}\):

\( ay^{''} + by^{'} + cy = 0 \)

\( ak^2e^{kt} + bke^{kt} + ce^{kt} = 0 \)

\( e^{kt}(ak^2 + bk + c) = 0 \)

The exponential term is never zero, thus the quadratic term with respect to \(k\) needs to be 0. This equation is the characteristic equation or auxilliary equation:

\(ak^2 + bk + c = 0\)

Recall that the quanity \(b^2 - 4ac\) is the determinant. We can solve for values of \(k\) that make this characteristic equation true. There are three possible outcomes:

Scenario Determinant Solution
2 Real Roots \(b^2 - 4ac > 0\) \( y = c_1 e^{k_1t} + c_2 e^{k_2t} \)
Repeated Real Roots \(b^2 - 4ac = 0\) \( y = c_1 e^{k_1t} + c_2 te^{k_1t} \)
Complex Roots \(b^2 - 4ac < 0\) \( y = e^{\alpha t}(c_1 \cos {\beta t} + c_2 \sin {\beta t})\)

Solve the DE \( y^{''} - 16y^{'} + 48y = 0 \)

This is a second-order linear DE with constant coefficients. We can try \( y = e^{kt}\) and solve the characteristic equation:

\( k^2 - 16k + 48 = 0 \)

\( b^2 - 4ac = (-16)^2 - 4(1)(48) \)

\( b^2 - 4ac = 64 > 0\)

The determinant is positive meaning there are two real roots. Factoring gives:

\((k-4)(k-12) = 0 \)

The general solution is \(\boldsymbol{y = c_1 e^{4t} + c_2 e^{12t}}\).


Solve the DE \( y^{''} - 10 y^{'} + 25y = 0 \)

Again, this is a second-order linear DE with constant coefficients. Calcualte the determinant:

\( b^2 - 4ac = (10)^2 - 4(1)(25) = 0 \)

The determinant is zero meaning there are repeated roots. Factoring gives:

\((k-5)(k-5) = 0 \)

The general solution is \(\boldsymbol{y = c_1 e^{5t} + c_2 te^{5t}}\).

Note that the second term is actually found using the reduction of order technique.


Solve the DE \( y^{''} + 25y = 0 \)

Again, this is a second-order linear DE with constant coefficients. Calcualte the determinant:

\( b^2 - 4ac = (0)^2 - 4(1)(25) = -100 < 0 \)

The determinant is negative meaning there are complex roots. Using the quadratic equation gives:

\( \cfrac{-b \pm \sqrt{b^2 - 4ac}}{2a} = \cfrac{-0 \pm (10i)}{2} = 0 \pm 5i \)

The general solution is \( y = c_1 \cos {5 t} + c_2 \sin {5 t} \) since \(\alpha = 0\).

Note that this technique expands to higher-order homogeneous differential equations with constant coefficients. Suppose the characteristic equation is:

\( (k+2)^2(k-1)(k^2-2k+3) \)

The first term has repeated roots giving solution \(c_1e^{-2t} + c_2 t e^{-2t}\).

The second term has a real root giving solution \(c_3e^t\).

The third term has complex roots in the form \( 1 \pm \sqrt{2} \) giving solution \( e^{ t}(c_4 \cos {\sqrt{2} t} + c_5 \sin {\sqrt{2} t}) \)

Putting it all together gives the general solution to the DE:

\( y = c_1e^{-2t} + c_2 t e^{-2t} + c_3e^t + e^{ t}(c_4 \cos {\sqrt{2} t} + c_5 \sin {\sqrt{2} t})\).


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